Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47499.13 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46104.21 Kr¶

PnL: ---------------------------------------> -784.36 Kr¶

DD now: ---------------------------------> -2.325 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:09:39.987927'

Anic Portfolio¶

Today¶

Return: 0.391 %¶

This Week¶

Return: -0.072 %¶

Total¶

Return: 55.5 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.000000 3083.600000 112.600000 3.790000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -1.660000 2688.000000 52.000000 1.970000 2636.000010
SAAB B 8 0.070000 3428.800000 51.800000 1.530000 3377.000000
Corem Property Group B 59 2.220000 624.810000 47.810000 8.290000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.560000 384.100000 29.100000 8.200000 355.000000
AcadeMedia 12 0.660000 583.200000 26.200000 4.700000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
HMS Networks 2 -0.520000 682.800000 9.800000 1.460000 673.000000
Resurs Holding 22 0.950000 581.900000 7.900000 1.380000 573.999998
Intrum 4 -0.410000 534.000000 7.000000 1.330000 527.000000
Swedbank A 3 1.200000 569.700000 5.700000 1.010000 564.000000
Eastnine 4 -2.670000 496.000000 5.000000 1.020000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Norva24 Group 16 -5.280000 545.600000 2.600000 0.480000 543.000000
Boozt 12 1.920000 1656.000000 2.000000 0.120000 1653.999996
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Coor Service Management Hold. 8 0.450000 532.400000 0.400000 0.080000 532.000000
Nordea Bank Abp 29 0.970000 3453.900000 -0.100000 0.000000 3453.999992
Essity B 2 0.320000 573.000000 -1.000000 -0.170000 574.000000
Samhällsbyggnadsbo. i Norden D 12 1.090000 244.800000 -1.200000 -0.490000 246.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Securitas B 6 0.360000 565.800000 -4.200000 -0.740000 570.000000
CTEK 13 0.250000 518.700000 -15.300000 -2.870000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Sampo Oyj SDB 7 0.920000 3822.000000 -28.000000 -0.730000 3850.000000
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.930000 543.500000 -51.070000 -8.590000 594.565215
Axfood 13 0.110000 3645.200000 -110.800000 -2.950000 3756.000001
OX2 18 0.380000 1431.900000 -232.100000 -13.950000 1663.999992
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
Fasadgruppen Group 35 0.000000 3412.500000 -398.500000 -10.460000 3810.999990
TOTAL 46104.210000 -784.360000 -2.32524% 46888.564618

Updated:¶

'2023-01-20 09:09:52.366560'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶